-99.9%
AMIX vs NYT
+53.0%
-152.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.3% | +8.6% |
| 7D | +11.4% | +8.1% | +3.3% | +8.6% |
| 30D | -40.5% | +9.4% | -50.0% | -42.5% |
| 3M | -80.1% | +12.4% | -92.5% | -81.0% |
| 6M | -74.8% | -8.0% | -66.8% | -74.2% |
| YTD | -84.0% | +5.8% | -89.8% | -83.0% |
| 1Y | -89.7% | +17.4% | -107.1% | -88.8% |
| All | -99.9% | +53.0% | -152.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling